Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
16.05.2024 | 0.41% | 4.86 CHF | 4.88 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 2'438'820 CHF | 489'765 CHF | 99.27% | 99.27% |
15.05.2024 | 0.41% | 4.94 CHF | 4.96 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 2'449'940 CHF | 491'988 CHF | 99.07% | 99.07% |
14.05.2024 | 0.42% | 4.83 CHF | 4.85 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 2'381'300 CHF | 478'261 CHF | 99.27% | 99.27% |
13.05.2024 | 0.42% | 4.76 CHF | 4.78 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 2'388'530 CHF | 479'706 CHF | 98.47% | 98.47% |
10.05.2024 | 0.43% | 4.67 CHF | 4.69 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 2'299'960 CHF | 461'993 CHF | 99.27% | 99.27% |
08.05.2024 | 0.44% | 4.51 CHF | 4.53 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 2'270'620 CHF | 456'125 CHF | 99.27% | 99.27% |
07.05.2024 | 0.42% | 4.72 CHF | 4.74 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 2'382'130 CHF | 478'425 CHF | 99.27% | 99.27% |
06.05.2024 | 0.50% | 4.03 CHF | 4.05 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'994'430 CHF | 400'887 CHF | 99.27% | 99.27% |
03.05.2024 | 0.51% | 3.91 CHF | 3.93 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'941'640 CHF | 390'329 CHF | 99.15% | 99.15% |
02.05.2024 | 0.52% | 3.81 CHF | 3.83 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'917'170 CHF | 385'434 CHF | 99.26% | 99.26% |